It’s also more difficult do do straight transformation on DC voltages, it can be done but the reason our power grid settled on AC was getting high voltage transmission levels down to reasonable ones for use is simple with some wound coils.
It’s really easiest to just keep everything AC until the point of use, putting a transformer and a bridge rectifier in most devices is a better solution than needing switching power supplies everywhere to convert DC voltages (or wise options like linear regulators).
Switched mode power supplies also have EMI to deal with due to the higher switching frequencies, an AC transformer runs at line frequency (50/60Hz).